| 當期課號 | 7029 | Course Number | 7029 |
|---|---|---|---|
| 授課教師 | 張健邦 | Instructor | JANG,JIAHN BANG |
| 中文課名 | 財金風險管理 | Course Name | Financial Risk Management |
| 開課單位 | 財務金融系碩士班二A | Department | |
| 修習別 | 選修 | Required/Elective | Elective |
| 學分數 | 3 | Credits | 3 |
| 課程目標 | 本課程目標在於使學生了解金融風險的基礎觀念，以及目前風險管理所慣用的方法、技巧等. | Objectives | The course of financial risk management provide the fundamental concepts about financial risk. In addiotion ,they also introduce the methods and the techniques commonly used in this field. |
| 教材 | 財金風險經理手冊(Philippe Jorion,2007) | Teaching Materials | The Financial Risk Manager Handbook, 4th edition, by Philippe Jorion (New York: Wiley, 2007) |
| 成績評量方式 | 課堂參與 平時作業 考試 |
Grading | participation homeworks Tests |
| 教師網頁 | http://www.cyut.edu.tw/~jbjang/FRM.htm | ||
| 教學內容 | 這是一門實務導向的財金風險管理課程。介紹風險管理概念及方法，瞭解風險經理日常工作使用到的工具。對於準備財金風險管理師(FRM)考試亦有助益。財金風險管理師(FRM)是風險管理上的頂級證照。 1.數量分析(10%) 2.市場風險衡量與管理 (30%) 3.信用風險衡量與管理(25%) 4.操作與整合風險管理、法令(25%) 5.風險管理與投資管理(10%) |
Syllabus | This is a practice-oriented financial risk management course. You are expected to understand risk management concepts and approaches. You will know how to apply techniques to a risk manager’s day-to-day activities. It is also a big help for you prepare to take Financial Risk Manager Examination (FRM). FRM is the top class license on risk management. 1.Quantitative Analysis (10%) 2.Market Risk Measurement and Management (30%) 3.Credit Risk Measurement and Management (25%) 4.Operational and Integrated Risk Management, Legal (25%) 5.Risk Management and Investment Management (10%) |